+90.4%
JEPQ vs FSLY
+31.5%
+58.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.3% |
| 7D | +1.4% | +3.5% | -2.0% | +1.2% |
| 30D | +1.3% | -6.4% | +7.7% | +1.4% |
| 3M | +3.8% | +10.9% | -7.0% | +2.6% |
| 6M | +12.2% | +6.7% | +5.5% | +8.8% |
| YTD | +11.6% | +111.1% | -99.5% | +1.0% |
| 1Y | +19.9% | +185.8% | -165.9% | +4.2% |
| 3Y | +71.9% | -6.6% | +78.5% | +58.7% |
| All | +90.4% | +31.5% | +58.9% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling